DIY musical instruments are their own thing entirely, but if you're looking for a place to start, Adafruit has a guide to building your own MIDI controller using an Arduino.

The OONTZ uses a 3D printed case, a 16 button keypad, an Arduino Leonardo, a monochrome driver, and a few potentiometers. It's actually a pretty simple thing to build yourself provided you can the case printed somewhere. Otherwise, it's just hooking up a few components and uploading the software to the Arduino. When you're done, you'll have your own USB MIDI controller.